Log-Likelihood of a context tree

Returns a logLik object compatible with stats::AIC(), stats::BIC(), and the rest of the model-comparison toolchain. If newdata is NULL, returns the in-sample log-likelihood computed from the fitted node counts. Otherwise returns the held-out log-likelihood scoring newdata under the fitted tree.

Usage

# S3 method for class 'transitiontrees'
logLik(object, newdata = NULL, ...)

Arguments

object

A transitiontrees.

newdata

Optional. Sequence data in any format accepted by context_tree(). NULL (default) returns in-sample log-likelihood.

...

Ignored.

Value

A logLik object with attributes nobs and df (number of free parameters in the fitted tree).

Details

Out-of-vocabulary handling: when newdata contains a state not in the tree's alphabet, the transition into that state is omitted from scoring (it is not penalised), and the transition out of it is scored against the root context (the unseen state cannot extend a history). The reported nobs therefore counts only the positions actually scored. perplexity(), score_sequences(), and score_positions() inherit the same behaviour.

Examples

# \donttest{
tree <- context_tree(matrix(sample(c("A","B","C"), 200, TRUE), 20),
                     max_depth = 2, min_count = 2)
logLik(tree)
#> 'log Lik.' -210.7309 (df=26)
AIC(tree); BIC(tree)
#> [1] 473.4618
#> [1] 559.2181
# }